-100.0%
SOXS vs VCLT
-17.2%
-82.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | 0.0% | -5.6% | -5.5% |
| 7D | -4.7% | -1.4% | -3.4% | -7.7% |
| 30D | +7.7% | -1.2% | +8.9% | +4.7% |
| 3M | -10.2% | -4.8% | -5.4% | -19.3% |
| 6M | -99.2% | -2.6% | -96.6% | -99.1% |
| YTD | -99.5% | -3.3% | -96.2% | -99.4% |
| 1Y | -99.8% | -4.8% | -94.9% | -99.7% |
| 3Y | -100.0% | +11.5% | -111.5% | -100.0% |
| All | -100.0% | -17.2% | -82.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling